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Corso di Laurea Magistrale in Finance and Risk Management

The following background may be needed to attend our courses

Basic Microeconomics

  • The Market

  • Budget Constraint

  • Preferences

  • Utility

  • Choice

  • Demand

  • Buying and Selling

  • Market Demand

  • Equilibrium

  • Exchange

  • Welfare

  • Asymetric Information

As a reference for this part see the book: R. Varian: Intermediate Microeconomics with Calculus.

Chapters: 1, 2, 3, 4, 5, 6, 9, 15, 16, 31, 33, 37.

Basic Macroeconomics

  • The Goods Market

  • Financial Markets

  • Goods and Financial Markets: The IS-LM Model

  • The Labor Market

  • The AS/AD Model

  • The Phillips Curve, the Natural Rate of Unemployment, and Inflation

As a reference for this part see the book: Olivier Blanchard, David W. Johnson: Macroeconomics,

Chapters: 1, 2, 3, 4, 5, 6, 7, 8.

Basic Calculus

  • Review of Functions, Graphs, Inequalities

  • Logs and Exponential Functions

  • Limit of Sequences

  • Differentiation, Computing Derivatives

  • Applications of Derivatives

  • Max and min of Functions

  • Integration and Fundamental Theorem of Calculus

  • Matrix and Vector Calcullus

As a reference for this part see the book: V. C. Mavron: Elements of Mathematics for Economics and Finance.

Chapters: 1, 2, 3, 4, 5, 6, 7, 10, 11.

Basic Financial Mathematic

  • Simple and Compound Interest

  • Future Value and Present Value of Cash Flows

  • Valuation of Annuities

  • Amortization

  • Applications in Business and Economics

As a reference for this part visit the link: http://www.pearsonhighered.com/lgrseries/combo/assets/images/other/lgr-combo-ch5.pdf

Corporate Finance and Valuation:

  • Foundation of corporate finance, investment, capital stricture and dividends principles.

  • Corporate Finance and governance, Agency Theory and Stakeholders approach

  • Notions of risk and return: Definition of Risk, Risk diversification, Risk-return Models (CAPM, APM, Multifactorial models)

  • Capital budgeting techniques (NPV, IRR, Profitability Index)

  • Capital Structure and corporate value

As a reference for this parte you can use: Damodaran A., Applied Corporate Finance, 3rd edition, Wiley

Chapters: 1, 2, 3 4, 5, 7

  • Foundations of Enterprise Risk Management

  • Foundations of valuation methods

 As a reference for this part you can use: Andersen T.J. Garvey M. Roggi O. Managing risk and Opportunity, Oxford University Press.

Chapter 3

Roggi O.: Finanza Aziendale, Franco Angeli,

Chapter 3

 
last update: 08-July-2019
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